-24.8%
GIS vs MSTU
-93.8%
+69.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.3% |
| 7D | -6.4% | -16.6% | +10.2% | -6.6% |
| 30D | -6.1% | +69.7% | -75.8% | -5.6% |
| 3M | +7.8% | -7.5% | +15.3% | +7.2% |
| 6M | -8.8% | -43.1% | +34.3% | -9.9% |
| YTD | -19.1% | -63.0% | +43.9% | -20.0% |
| 1Y | -24.8% | -93.8% | +69.0% | -26.4% |
| All | -24.8% | -93.8% | +69.1% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling